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Re: st: Median difference

From   Roger Newson <>
Subject   Re: st: Median difference
Date   Sun, 07 Jul 2002 02:51:37 +0100

At 19:40 06/07/02 -0400, Si Li wrote:
Hi, all,

Does anyone knows which command I can use to test median difference and
mean difference between two groups in Stata? These two groups are not
necessarily normally distributed or independent.

Also, if possible, which references can I refer to regarding the
algorithms and econometric logics of testing median and mean differences?
I think you need my -somersd- package, which contains the program -cendif- to calculate median differences. Inside Web-aware Stata, type

ssc describe somersd

and you will find the latest version of the package.

The definitive reference for the methods is Newson (2002).

I hope this helps.

Best wishes



Newson R. 2002. Parameters behind "nonparametric" statistics: Kendall's tau, Somers' D and median differences. Stata Journal 2(1): 45-64.

Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
King's College London
5th Floor, Capital House
42 Weston Street
London SE1 3QD
United Kingdom

Tel: 020 7848 6648 International +44 20 7848 6648
Fax: 020 7848 6620 International +44 20 7848 6620
or 020 7848 6605 International +44 20 7848 6605

Opinions expressed are those of the author, not the institution.

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